Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
13/12/2022 | 1.30% | 0.68 | 0.69 | 500,000 | 500,000 | 499,996 | 499,996 | 384,742 | 389,741 | 49.43% | 65.54% |
12/12/2022 | 1.15% | 0.89 | 0.90 | 500,000 | 500,000 | 500,000 | 500,000 | 435,228 | 440,228 | 100.00% | 100.00% |
09/12/2022 | 1.16% | 0.80 | 0.81 | 500,000 | 500,000 | 500,000 | 499,999 | 430,101 | 435,101 | 99.35% | 99.35% |
08/12/2022 | 0.98% | 0.96 | 0.97 | 500,000 | 500,000 | 500,000 | 500,000 | 509,525 | 514,525 | 100.00% | 100.00% |
07/12/2022 | 1.09% | 0.88 | 0.89 | 500,000 | 500,000 | 499,968 | 499,983 | 459,422 | 464,436 | 99.71% | 99.71% |
06/12/2022 | 1.41% | 0.83 | 0.84 | 500,000 | 500,000 | 500,000 | 500,000 | 354,929 | 359,929 | 99.23% | 99.23% |
05/12/2022 | 1.63% | 0.58 | 0.59 | 500,000 | 500,000 | 500,000 | 499,997 | 304,204 | 309,202 | 97.90% | 97.90% |
02/12/2022 | 1.95% | 0.51 | 0.49 | 500,000 | 500,000 | 499,992 | 499,999 | 257,117 | 262,121 | 88.34% | 96.64% |
01/12/2022 | 1.79% | 0.57 | 0.58 | 500,000 | 500,000 | 499,999 | 499,993 | 279,436 | 284,432 | 97.54% | 97.54% |